C Library providing means of symbolic analysis on time series data currently based on iSAX paper (http://www.cs.ucr.edu/~eamonn/iSAX/iSAX.html)
Mozilla Public License 2.0
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Switched to on-line std and mean estimation for window. #39
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spolakh closed 8 years ago
Benchmarking shows 3x speedup comparing to the previous approach (moreover, it also address potential floating-point precision issues as noted e.g. here: http://dsp.stackexchange.com/questions/811/determining-the-mean-and-standard-deviation-in-real-time)